BIGT vs. MAGS

As of year-to-date, both investments have demonstrated similar returns, with BIGT at -6.89% and MAGS at -6.89%.

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Both BIGT and MAGS have an expense ratio of 0.29%.

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current BIGT Sharpe Ratio is 0.84, which is comparable to the MAGS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BIGT and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIGT's dividend yield for the trailing twelve months is around 0.87%, which matches MAGS's 0.87% yield.

The maximum BIGT drawdown since its inception was -29.91%, roughly equal to the maximum MAGS drawdown of -29.91%. Use the drawdown chart below to compare losses from any high point for BIGT and MAGS. For additional features, visit the drawdowns tool.

Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS) have volatilities of 10.82% and 10.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.